+97.9%
FHN vs ALM
+2,221.4%
-2,123.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -5.9% | +1.8% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | +1.9% | -26.1% | +28.0% | +3.2% |
| 3M | -6.9% | -38.1% | +31.2% | -5.3% |
| 6M | -3.1% | -55.4% | +52.3% | -0.4% |
| YTD | +0.6% | -0.4% | +1.0% | -0.9% |
| 1Y | +12.4% | +25.4% | -13.0% | +9.4% |
| 3Y | +133.7% | +907.8% | -774.0% | +103.5% |
| 5Y | +61.4% | +440.2% | -378.8% | +41.8% |
| 10Y | +97.9% | +2,031.1% | -1,933.3% | +72.1% |
| All | +97.9% | +2,221.4% | -2,123.6% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling